Quantitative evaluation of contingent capital and its applications

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The North American journal of economics and finance
1. Verfasser: Gupta, Anshul (VerfasserIn)
Weitere Verfasser: Akuzawa, Toshinao (VerfasserIn), Nishiyama, Yoshihiko (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2013
Schlagworte:
BASEL III > Contingent capital > Loss-absorbing capital > Bank hybrids > CET1 ratio > Convertible bonds > Hurdle Sharpe ratio > Time varying risk > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Building optimal regime-switching portfolios 2023 Ciciretti, Vito
The impact of Twitter-based sentiment on US sectoral returns 2023 Zeitun, Rami
Monetary policy transmission modeling and policy responses 2023 Xu, Xin
Social trust and corporate innovation : an informal institution perspective 2023 Lyu, Xiaoliang
The RP-PCA factors and stock return predictability : an aligned approach 2023 Shi, Qi
Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? : evidence from a large emerging economy 2023 Mendonça, Helder Ferreira de
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data 2023 Zhou, Dong-hai
CEO succession and corporate innovation : a managerial myopic perspective 2023 Yuan, Yuan
Which stock price component drives the Amihud illiquidity premium? 2023 Kim, Jinyong
US structural drivers of international portfolio returns 2023 Jang, Bosung
Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks : evidence from quantile-on-quantile and causality-in-quantiles analysis 2023 Liu, Jiatong
Dissecting returns of non-fungible tokens (NFTs) : evidence from CryptoPunks 2023 Wang, Jying-Nan
Stablecoins as diversifiers, hedges and safe havens : a quantile coherency approach 2023 Kołodziejczyk, Hanna
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market 2023 Gao, Zhenbin
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors 2023 Mensi, Walid
Macroeconomic conditions and investment stimuli 2023 Tan, Yingxian
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model 2023 Chen, Dengsheng
Interactions between investors' fear and greed sentiment and Bitcoin prices 2023 Gaies, Brahim
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil 2023 Montes, Gabriel Caldas
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method 2023 Wang, Xiangning
Alle Artikel auflisten